| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 0 | (0.1) | 53 | 0 | 4 | (4) | (10) | 0 | 95 |
| 60 | (1) | (0.5) | 50 | 0 | 9 | (10) | (47) | (1) | 97 |
| 120 | 3 | 1 | 53 | 1 | 13 | (12) | (47) | (1) | 93 |
| 250 | 7 | 1.8 | 56 | 2 | 17 | (16) | (81) | (2) | 96 |
| 500 | 7 | 1.7 | 54 | 2 | 19 | (16) | (115) | (3) | 96 |
| 760 | 10 | 2.5 | 55 | 3 | 20 | (15) | (115) | (3) | 96 |
| 1260 | 8 | 2.4 | 55 | 3 | 17 | (13) | (115) | (3) | 96 |
| 2520 | 9 | 2.4 | 54 | 3 | 18 | (13) | (119) | (4) | 96 |
| All | 6 | 2.1 | 54 | 2 | 14 | (11) | (119) | (4) | 96 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1.1 | 0.2 | 0.7 | (0.2) | 1.7 | (0.2) | 0.9 | 0.5 | 0.7 | 1.1 | 1.4 | 1 | 8.8 | 2.6 | 54.9 | 261 | (0.7) | (1.9) | 2.1 | 1.3 |
| 2017 | (0.4) | 0.5 | (0.1) | (0.1) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.1) | 53.4 | 93 | (0.5) | (1.4) | 1.6 | 0.9 |
| 2016 | 0.8 | (0.5) | (0.9) | (0.9) | 1.8 | 0.6 | (0.1) | 0.9 | 0.1 | 2.1 | 2.5 | 0.9 | 7.3 | 1.6 | 54.2 | 261 | (1.2) | (2.8) | 2.2 | 1.4 |
| 2015 | 3.7 | 0.1 | 2 | (0.2) | 2.3 | (0.7) | 2 | 0.6 | 0.8 | 0.3 | 2.1 | 0.5 | 13.5 | 3.1 | 54.8 | 261 | (0.7) | (1.8) | 2.3 | 1.4 |
| 2014 | 0.9 | (0.8) | 0.8 | (0.4) | 0.1 | (0.4) | 1.1 | 0.5 | 3 | 1.2 | 0.7 | 2.4 | 9.1 | 3.3 | 54.5 | 261 | (0.4) | (1.1) | 2.2 | 1.4 |
| 2013 | 0.6 | 1.6 | 1.3 | 0.7 | 1.4 | (0.2) | 0.4 | 0.6 | 0.3 | 0.7 | 1.1 | 0.6 | 9.1 | 3.1 | 55.8 | 261 | (0.5) | (2.2) | 1.7 | 1.1 |
| 2012 | (0.3) | 0.5 | 0.2 | 0 | 2.7 | (0.5) | 1 | (0.2) | (0.9) | 1.2 | 0.8 | 0.7 | 5.2 | 1.9 | 55.4 | 261 | (0.6) | (1.8) | 1.9 | 1.2 |
| 2011 | 0.4 | 0.1 | 0.1 | (0.4) | 1.2 | 0 | (0.2) | (0.1) | 3 | 0.1 | 2 | 0.5 | 6.7 | 1.9 | 48.4 | 260 | (0.5) | (1.5) | 2.1 | 1 |
| 2010 | 0.9 | 0.5 | 0.9 | 0.3 | 2.1 | 1 | (0.5) | 0.3 | (0.4) | (0.4) | 1.9 | (0.3) | 6.3 | 2.7 | 55.4 | 261 | (0.4) | (1.6) | 1.4 | 0.8 |
| 2009 | 5.5 | 2.5 | 1.4 | 1.1 | (0.9) | 1.1 | (0.7) | 0.3 | (0.2) | 0.4 | (1.2) | 2 | 11.3 | 2.5 | 52.6 | 261 | (1.1) | (1.6) | 2.1 | 0.9 |
| 2008 | (0.9) | 0.4 | (0.3) | 1 | (0.1) | (0.3) | 0.9 | 3.5 | 0.9 | 9.4 | 3.3 | (0.8) | 17 | 3 | 54.2 | 262 | (1.2) | (3.8) | 2.2 | 1.2 |
| 2007 | 0.3 | 0 | 0 | (0.1) | 0.5 | 0.3 | 0 | (0.4) | (0.3) | 1 | 0.2 | 0.4 | 1.9 | 1.2 | 51.4 | 261 | (0.5) | (1.1) | 1.2 | 0.6 |
| 2006 | 0.1 | 0.4 | 0.7 | 0.1 | (0.6) | 0.4 | 0.3 | 0 | 0.2 | 0.1 | (0.2) | 0.4 | 1.9 | 0.9 | 54.8 | 260 | (0.5) | (1.3) | 1.4 | 0.8 |
| 2005 | 0.7 | 0.1 | 0.8 | 0.3 | 2 | 0.6 | 0 | (0.7) | 1 | 0.5 | 1.3 | 0.6 | 7.2 | 2.8 | 59 | 260 | (0.5) | (1.8) | 1.7 | 1 |
| 2004 | 0.3 | (0.1) | 0 | 1.5 | 0.4 | (0.3) | 0.5 | (0.1) | 0 | (0.5) | (0.8) | 0.2 | 1.1 | 0.5 | 50.8 | 262 | (0.4) | (1.7) | 1.5 | 0.7 |
| 2003 | 0.4 | 0.8 | 0 | 0.5 | (0.5) | 0.8 | 0.9 | (0.1) | (1) | 0.2 | 0 | (0.3) | 1.7 | 0.9 | 47 | 261 | (0.3) | (1.6) | 1.5 | 0.7 |
| 2002 | 1 | (0.1) | 0.4 | (0.5) | (0.1) | (1.3) | 0.6 | 0.1 | 0.3 | 0.2 | (0.1) | (1.4) | (0.9) | (0.5) | 46.4 | 261 | (0.5) | (2.5) | 1.3 | 0.7 |
| 2001 | 1.1 | 0.5 | 1.5 | 0.4 | 0.1 | 0.8 | (0.1) | 0.1 | 0.2 | 0.7 | 0.7 | 1.3 | 7.3 | 3.7 | 56.5 | 261 | (0.5) | (0.9) | 1.4 | 0.7 |
| 2000 | 0.8 | 0.1 | (0.8) | 1.3 | 0.5 | 0.1 | 0.2 | 0.5 | 0.7 | 1 | 0.7 | 1.2 | 6.3 | 3.2 | 61.4 | 258 | (0.5) | (1) | 1.2 | 0.6 |